+284.0%
PM vs CARR
+436.5%
-152.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.3% | +3.2% | -4.5% | -1.6% |
| 30D | -2.6% | -7.7% | +5.1% | -1.9% |
| 3M | +5.8% | -11.9% | +17.7% | +6.8% |
| 6M | +10.6% | +2.0% | +8.5% | +9.5% |
| YTD | +17.2% | +13.2% | +4.0% | +14.7% |
| 1Y | +17.6% | -8.5% | +26.2% | +17.7% |
| 3Y | +124.3% | +5.0% | +119.3% | +115.7% |
| 5Y | +125.1% | +12.0% | +113.1% | +110.1% |
| All | +284.0% | +436.5% | -152.5% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling